None. The skin on your outer thigh is too thick for herpes to penetrate. You're fine.
Just a note - showering after doesn't do much to prevent disease if you had a risk for one. You didn't here, but just for the future. The best way to prevent disease is to use condoms for any oral to genital, genital to genital or anal to genital contact. It doesn't always prevent disease transmission 100%, but does reduce the chances significantly.